| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,981.00 |
2,000.75 |
19.75 |
1.0% |
1,922.25 |
| High |
2,002.50 |
2,005.50 |
3.00 |
0.1% |
2,008.00 |
| Low |
1,962.00 |
1,950.00 |
-12.00 |
-0.6% |
1,916.75 |
| Close |
1,999.00 |
1,960.50 |
-38.50 |
-1.9% |
1,990.25 |
| Range |
40.50 |
55.50 |
15.00 |
37.0% |
91.25 |
| ATR |
41.81 |
42.79 |
0.98 |
2.3% |
0.00 |
| Volume |
210,793 |
341,520 |
130,727 |
62.0% |
1,582,368 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.50 |
2,105.00 |
1,991.00 |
|
| R3 |
2,083.00 |
2,049.50 |
1,975.75 |
|
| R2 |
2,027.50 |
2,027.50 |
1,970.75 |
|
| R1 |
1,994.00 |
1,994.00 |
1,965.50 |
1,983.00 |
| PP |
1,972.00 |
1,972.00 |
1,972.00 |
1,966.50 |
| S1 |
1,938.50 |
1,938.50 |
1,955.50 |
1,927.50 |
| S2 |
1,916.50 |
1,916.50 |
1,950.25 |
|
| S3 |
1,861.00 |
1,883.00 |
1,945.25 |
|
| S4 |
1,805.50 |
1,827.50 |
1,930.00 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.50 |
2,209.00 |
2,040.50 |
|
| R3 |
2,154.25 |
2,117.75 |
2,015.25 |
|
| R2 |
2,063.00 |
2,063.00 |
2,007.00 |
|
| R1 |
2,026.50 |
2,026.50 |
1,998.50 |
2,044.75 |
| PP |
1,971.75 |
1,971.75 |
1,971.75 |
1,980.75 |
| S1 |
1,935.25 |
1,935.25 |
1,982.00 |
1,953.50 |
| S2 |
1,880.50 |
1,880.50 |
1,973.50 |
|
| S3 |
1,789.25 |
1,844.00 |
1,965.25 |
|
| S4 |
1,698.00 |
1,752.75 |
1,940.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.00 |
1,921.50 |
86.50 |
4.4% |
45.50 |
2.3% |
45% |
False |
False |
346,180 |
| 10 |
2,008.00 |
1,887.00 |
121.00 |
6.2% |
42.00 |
2.1% |
61% |
False |
False |
322,228 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.6% |
41.25 |
2.1% |
79% |
False |
False |
318,552 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
45.25 |
2.3% |
86% |
False |
False |
339,343 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
44.25 |
2.3% |
86% |
False |
False |
226,815 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
47.50 |
2.4% |
86% |
False |
False |
170,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.50 |
|
2.618 |
2,150.75 |
|
1.618 |
2,095.25 |
|
1.000 |
2,061.00 |
|
0.618 |
2,039.75 |
|
HIGH |
2,005.50 |
|
0.618 |
1,984.25 |
|
0.500 |
1,977.75 |
|
0.382 |
1,971.25 |
|
LOW |
1,950.00 |
|
0.618 |
1,915.75 |
|
1.000 |
1,894.50 |
|
1.618 |
1,860.25 |
|
2.618 |
1,804.75 |
|
4.250 |
1,714.00 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.75 |
1,977.75 |
| PP |
1,972.00 |
1,972.00 |
| S1 |
1,966.25 |
1,966.25 |
|